The Black-Scholes Equation and Certain Quantum Hamiltonians

zbMath1218.81047arXiv1002.1667MaRDI QIDQ3005411

Juan Ruiz de Chávez, Juan M. Romero, R. Bernal-Jaquez, O. González-Gaxiola

Publication date: 8 June 2011

Full work available at URL: https://arxiv.org/abs/1002.1667

zbMATH Keywords

supersymmetric quantum mechanicsquantum physicsquantum finance

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Supersymmetry and quantum mechanics (81Q60) Nonselfadjoint operator theory in quantum theory including creation and destruction operators (81Q12) Alternative quantum mechanics (including hidden variables, etc.) (81Q65)

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